Extended Yule-Walker Identification of Varma Models with Single- or Mixed-Frequency Data.
Year of publication: |
2016
|
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Authors: | Zadrozny, Peter A. |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | block-Vandermonde eigenvectors of block-companion state-transition matrix of state-space representation | matrix spectral factorization |
Series: | CESifo Working Paper ; 5884 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 858902524 [GVK] hdl:10419/141861 [Handle] RePec:ces:ceswps:_5884 [RePEc] |
Classification: | C32 - Time-Series Models ; C80 - Data Collection and Data Estimation Methodology; Computer Programs. General |
Source: |
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Extended Yule-Walker identification of Varma models with single- or mixed-frequency data
Zadrozny, Peter A., (2016)
-
Extended Yule-Walker identification of Varma models with single- or mixed frequency data
Zadrozny, Peter A., (2015)
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Extended Yule-Walker identification of Varma models with single- or mixed frequency data
Zadrozny, Peter A., (2015)
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